Alerian MLP Index ETN SEC Filings

JPMorgan Chase Financial Company LLC priced a structured note offering: Callable Contingent Interest Notes due April 26, 2029, fully guaranteed by JPMorgan Chase & Co. The notes pay periodic Contingent Interest Payments only if each of three indices (Nasdaq-100® Technology Sector, Russell 2000®, S&P 500®) is at or above an Interest Barrier equal to 60.00% of its Initial Value on each Review Date. Early redemption is permitted at issuer option beginning October 27, 2026. At maturity, if the Final Value of the Least Performing Index is below its Trigger Value, principal is reduced by the Least Performing Index Return; if at or above the Trigger Value, holders receive principal plus any unpaid contingent interest. Estimated value at pricing example: $969.10 per $1,000; minimum estimated value disclosed: $900.00 per $1,000. The actual Contingent Interest Rate will be provided in the pricing supplement and will be at least 8.80% per annum. Risks include potential loss of principal, issuer/guarantor credit risk, limited liquidity, and complex tax treatment.

JPMorgan Chase Financial Company LLC is offering Uncapped Accelerated Barrier Notes linked to the lesser performing of the iShares MSCI EAFE ETF (EFA) and the EURO STOXX 50® Index. The notes mature on May 5, 2031 with an observation date of April 30, 2031 and minimum denominations of $1,000. The notes provide an upside leveraged payout (an Upside Leverage Factor of at least 2.05) if both underlyings finish above their initial values. A Barrier Amount equal to 60.00% of each Initial Value protects principal only if both Final Values remain at or above that level; if either Final Value is below the Barrier, holders face dollar-for-dollar declines tied to the lesser performing underlying and could lose all principal. The notes are unsecured obligations of JPMorgan Financial and are fully and unconditionally guaranteed by JPMorgan Chase & Co.; payments are subject to the credit risk of both entities. The estimated value at pricing is approximately $948.70 per $1,000 note (will not be less than $900.00), and the notes are expected to price on or about April 30, 2026 and settle on or about May 5, 2026. The pricing supplement highlights limited liquidity, potential conflicts, tax uncertainties, and secondary-market discounts relative to original issue price.

JPMorgan Chase & Co. / JPMorgan Chase Financial Company LLC provides an underlying supplement describing the J.P. Morgan Tactical Blend Index, a rules-based, notional index that allocates dynamically between an equity constituent (the J.P. Morgan U.S. Low Volatility Index (Total Return)) and a defensive constituent (either a bond index or a currency ETF), subject to a 0.85% per annum daily deduction. The Index targets a 5.0% annualized realized volatility with a 150% maximum total weight and uses momentum and realized-volatility signals (including a 60-day momentum test and look-backs of 5, 63 and 756 days) to rebalance. The supplement highlights governance, conflicts of interest, the notional (synthetic) nature of the Index, potential for prolonged defensive exposure, drag from the Index Adjustment and financing cost, and numerous operational, market, liquidity and model-risk factors relevant to notes linked to the Index.

JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC may offer notes linked to the MerQube US Large‑Cap Vol Edge Index, a rules‑based index providing dynamic exposure to E‑mini S&P 500 futures with a maximum exposure of 400% and a 4% cap on monthly upside. The supplement explains index construction, monthly rebalancing tied to a 20% target volatility (using TWAP implied volatility on SPY options), governance, market‑disruption and adjustment provisions, and material conflicts (an affiliate holds ~10% equity in the Index Sponsor). Terms for each note issuance will appear in separate term sheets or pricing supplements.

JPMorgan Chase Financial Company LLC is offering Inverse VIX® Short-Term Futures ETNs linked to the S&P 500® VIX® Short-Term Futures Points-Change Inverse Daily Index TR. Each note has a Principal Amount of $25 per note, an Inception Date of March 19, 2025, an Initial Issue Date of March 21, 2025, and a Maturity Date of March 22, 2045. The ETNs seek positive returns when the Index appreciates but are subject to a Daily Fee Deduction of 0.85% per annum and an early repurchase fee of 0.125%. The notes expose holders to issuer and guarantor credit risk of JPMorgan entities, potential illiquidity, daily points-change methodology (not percentage-change), roll costs, volatility drag, and complex tax treatment. Holders may lose some or all of their investment; issuer may redeem early and may issue additional notes, affecting liquidity and market price.

JPMorgan Chase Financial Company LLC issues a product supplement for equity-linked notes guaranteed by JPMorgan Chase & Co. The supplement outlines that the unsecured, unsubordinated notes will pay returns tied to one or more Market Measures (indices, ETFs, individual stocks, baskets, or best/worst-performing components), may pay contingent or fixed coupons, and may not guarantee return of principal. Each issue’s specific terms—including Market Measure, maturity, coupon, listing, and any early-call features—will be set forth in a separate term sheet. Notes are issued in whole-unit denominations with a default principal amount of $10.00 per unit, are payable in U.S. dollars, and are subject to the issuer’s and guarantor’s credit risk. The supplement emphasizes hedging, valuation, liquidity, tax, and Market Measure risks and directs investors to read the applicable term sheet and risk factors before investing.

JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC describe a flexible series of structured notes linked to one or more Reference Stocks, Indices or Funds. Terms for each issuance will be set in a separate relevant terms supplement and will govern pricing, Determination Dates, Payment Dates, interest (if any), and settlement mechanics, including possible physical delivery of shares for certain JPMorgan Chase & Co. issuances. Payments depend on the performance of the specified Underlying(s) and are subject to issuer and guarantor credit risk, calculation agent discretion (JPMS), market-disruption postponements, and limited adjustment protections for corporate events.

JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC describe generic terms for structured notes linked to one or more reference stocks, indices or funds. The product supplement explains how payments, determination dates, valuation mechanics, hedging, conflicts of interest and various risks (including credit, market, secondary‑market and cryptocurrency delisting risks) are handled.

The notes may be issued by either JPMorgan Chase & Co. or JPMorgan Financial and, if issued by JPMorgan Financial, are fully guaranteed by JPMorgan Chase & Co. Specific economic terms, including Principal Amount, payment mechanics, Determination Dates and any interest or physical‑settlement provisions, will be set in a separate terms supplement for each issuance.

JPMorgan Chase & Co. and JPMorgan Chase Financial Company LLC offer structured notes linked to one or more indices converted into U.S. dollars. Terms (including issuer, guarantor, Determination Dates, Payment Dates, valuation mechanics and calculation agent) will be set in a separate relevant terms supplement. The notes are unsecured, subject to issuer and guarantor credit risk, may not pay interest, may return $0 for negative calculations, and rely on an internal funding rate and internal pricing models for estimated value. Repurchase mechanics, postponement rules for Determination/Payment Dates, change-in-law acceleration rights, and significant conflicts of interest (JPMS as calculation agent and hedge counterparty) are described.